The semicircle law for matrices with ergodic entries

DOI10.1016/j.spl.2018.05.025zbMath1395.60029arXiv1904.00397OpenAlexW2808141369WikidataQ129701012 ScholiaQ129701012MaRDI QIDQ722663

Matthias Loewe

Publication date: 27 July 2018

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1904.00397

zbMATH Keywords

ergodicityrandom matrixdependent entriesdecay of correlationssemi-circle law

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Random matrices (probabilistic aspects) (60B20)

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Cites Work

• Semicircle law for a matrix ensemble with dependent entries
• A phase transition for the limiting spectral density of random matrices
• On the distribution of the roots of certain symmetric matrices
• Spectral measure of large random Hankel, Markov and Toeplitz matrices
• Semicircle law and freeness for random matrices with symmetries or correlations
• Distribution of eigenvalues for the ensemble of real symmetric Toeplitz matrices
• The semicircle law for matrices with independent diagonals
• Limit Theorems for Spectra of Random Matrices with Martingale Structure
• An Introduction to Random Matrices
• On Wigner's semicircle law for the eigenvalues of random matrices

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